- Understanding Machine Learning From Theory to Algorithms, S. Ben David and S. Shalev-Shwartz [link]
- Foundations of Machine Learning, Mehryar Mohri, Afshin Rostamizadeh, Ameet Talwalkar [link]
- Introduction to Statistical Learning Theory, O. Bousquet, S. Boucheron, and G. Lugosi [pdf]
- Prediction Learning and Games, N. Cesa-Bianchi and G. Lugosi [link]
- Statistical Learning and Sequential Prediction, A. Rakhlin and K. Sridharan [pdf]
- Introduction to Online Convex Optimization, Elad Hazan [link]
- Concentration inequalities, S. Boucheron, O. Bousquet, and G. Lugosi [pdf]
- A Gentle Introduction to Concentration Inequalities, K. Sridharan [pdf]